0.06Open0.06Pre Close0 Volume8 Open Interest39.50Strike Price0.00Turnover45.71%IV6.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0689Delta0.0684Gamma703.67Leverage Ratio-0.0313Theta-0.0003Rho-48.47Eff Leverage0.0056Vega